I am not sure about ZimbraDesktop On Windows.
But could you try
C:\Users\Administrator\AppData\Local\Zimbra\Zimbra Desktop\data\tmp\jetty\zimlet , which should inlude compiled jsp files.
You will find the one and delete it. Then restart you ZD.

unbelievable ... i deleted the directory you told me (C:\Users\Administrator\AppData\Local\Zimbra\Zimbr a Desktop\data\tmp\jetty\zimlet\*) ... then i changed the text into the file located in:
C:\Users\Administrator\AppData\Local\Zimbra\Zimbra Desktop\zimlets-deployed\_dev\com_zimbra_example_simplejspasync\js pfile.jsp
nothing has been changed ... show always the string "hello world !"
any ideas ?

I didn't restart ZD, i resterted it and work, but ... working in these mode is terrific !, because i have to restart for each change to the jsp the ZD !
There's another method to work with ZD ? without restarting the application ?

And jetty's config file which could be related to zimlet are here
C:\Users\Administrator\AppData\Local\Zimbra\Zimbr a Desktop\jetty\webapps\service\WEB-INF\web.xml
and
C:\Users\Administrator\AppData\Local\Zimbra\Zimbr a Desktop\jetty\etc\webdefault.xml

I do not know much about jquery.
But from my understanding you can use third party js library in your zimlet.
You can see that com_zimbra_ysearch zimlet.
It is just the matter of Namesapce.
If there is no namespace confliction, it should work.

In that zimlet you load the library with http directory from outside of zimbra at the runtime.
But also you download that in advance and deploy that in Zimbra so that you can use that just including that to zimlet's config xml file.

Thanks yukata,
yes working with zimlets is great. I'm working on a project to build some zimlets to give services: SMS, FAX, VoIP inside ZCS and ZD. For my personal opinion i see some limitation in zimlets such as the possibility to work with the templates directly from the html (in this case i have to compile the templates as javascript, and for a big project this can be useful to have the html separated from the javascript).
Anyway my project is to build some pages in jsp to make the request to an external uri and return me XML to work with jquery, because is very easy work with it. i would like to publish these zimlets to make available to everyones.
Thanks